Trevisa Investimentos Total Risk Alpha
| LUXM4 Preferred Stock | | | BRL 4.19 0.02 0.48% |
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Trevisa Investimentos SA has current Total Risk Alpha of 0.0928. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0928 | |
| ER[a] | = | Expected return on investing in Trevisa Investimentos |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Trevisa Investimentos |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Trevisa Investimentos Total Risk Alpha Peers Comparison
Trevisa Total Risk Alpha Relative To Other Indicators
Trevisa Investimentos SA is rated
third overall in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
171.38 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Trevisa Investimentos SA is roughly
171.38 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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